Analysis of individual factors/risk premia
- (Il)liquidity Premium in Credit Markets: A Myth?Scott Richardson and Diogo PalharesThe Journal of Fixed Income December 2018, 28 (3) 5-23; DOI: https://doi.org/10.3905/jfi.2018.1.065
- Residual Equity Momentum Spillover in Global Corporate Bond MarketsDemir BektićThe Journal of Fixed Income December 2018, 28 (3) 46-54; DOI: https://doi.org/10.3905/jfi.2018.28.3.046
- Duration and GlobalizationZvika Afik, Gady Jacoby and Zvi WienerThe Journal of Fixed Income September 2018, 28 (2) 31-43; DOI: https://doi.org/10.3905/jfi.2018.28.2.031
- Option Writing: Using VIX to Improve ReturnsBurton G. Malkiel, Alex Rinaudo and Atanu SahaThe Journal of Derivatives November 2018, 26 (2) 38-49; DOI: https://doi.org/10.3905/jod.2018.26.2.038
- Carbon Risk Integration with FactorsBill Hao, Aye M. Soe and Kelly TangThe Journal of Index Investing August 2018, 9 (2) 53-65; DOI: https://doi.org/10.3905/jii.2018.1.061
- Fund Flows as Country AllocatorVikram K. Srimurthy, Steven Shen and Matthew SmalbachThe Journal of Alternative Investments December 2018, 21 (3) 87-95; DOI: https://doi.org/10.3905/jai.2018.21.3.087
- Volatility as an Asset Class: Holding VIX in a PortfolioJason P. Berkowitz and R. Jared DeLisleThe Journal of Alternative Investments September 2018, 21 (2) 52-64; DOI: https://doi.org/10.3905/jai.2018.21.2.052
- Portfolio Optimization Strategy for Concentrated Portfolios: Models and Time HorizonsSarah J. Campbell, James Chong, William P. Jennings and G. Michael PhillipsThe Journal of Wealth Management July 2018, 21 (2) 39-54; DOI: https://doi.org/10.3905/jwm.2018.1.064
- A Key Rate of Sector and Country DiversificationMichael ChristensenThe Journal of Wealth Management July 2018, 21 (2) 21-26; DOI: https://doi.org/10.3905/jwm.2018.21.2.021
- U.S. Stock Returns and VIX Futures CurveTodd Feldman, Alan Jung and Shengle LinThe Journal of Wealth Management July 2018, 21 (2) 107-117; DOI: https://doi.org/10.3905/jwm.2018.21.2.107
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